Done the apt-get update/upgrade etc but when I try to check iptables for the default settings I get the following error;

Have you rebooted since doing the apt-get upgrade ?

The way raspbian works when it updates the kernel the old kernel and it's matching modules get removed. This means you cannot load any new modules. A reboot will mean you're now running the updated kernel and the kernel modules on the SD card will match - meaning you can now load new modules.